Below I’ll give you my selections for the best Econometrics books by a few categories. I will cover these and other great books more in depth later.
- Mostly Harmless Econometrics: An Empiricist’s Companion (2009)
- Real Econometrics: The Right Tools to Answer Important Questions (2019)
- A Guide to Econometrics. 6th edition (2008)
- Introduction to Econometrics (3rd Edition) (2017)
- Introductory Econometrics for Finance (2019)
- Econometrics For Dummies (2013)
- Using Econometrics: A Practical Guide, 7th ed. (2017)
- Introduction to Econometrics Instructors Manual (1992)
- Basic Econometrics (2017)
- Financial Econometrics: Models and Methods (2019)
- Real Stats: Using Econometrics for Political Science and Public Policy (2015)
Mostly Harmless Econometrics: An Empiricist’s Companion (2009)
The core methods in today’s econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages?
Real Econometrics: The Right Tools to Answer Important Questions (2019)
An engaging and practical introduction to econometrics, Real Econometrics: The Right Tools to Answer Important Questions, offers thorough coverage of the most frequently used methods of analysis.
A Guide to Econometrics. 6th edition (2008)
This is the perfect (and essential) supplement for all econometrics classes–from a rigorous first undergraduate course, to a first master’s, to a PhD course. #129,402 in Books (See Top 100 in Books) #43 in Econometrics (Books) #558 in Economics (Books) Would you like to ?If you are a seller for this product, would you like to ?
Introduction to Econometrics (3rd Edition) (2017)
Please Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express. #38,354 in Books (See Top 100 in Books) #4151 in Textbooks Would you like to ?If you are a seller for this product, would you like to ?
Introductory Econometrics for Finance (2019)
A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts.
Econometrics For Dummies (2013)
Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics.
Using Econometrics: A Practical Guide, 7th ed. (2017)
Please Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express. #302,981 in Books (See Top 100 in Books) Would you like to ?If you are a seller for this product, would you like to ?
Introduction to Econometrics Instructors Manual (1992)
A basic introduction written in non-technical language, this remarkable text keeps mathematical demands to a minimum so that students can spend less time on technicalities and more on understanding basic concepts.
Basic Econometrics (2017)
Please Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express.
Financial Econometrics: Models and Methods (2019)
This is a thorough exploration of the models and methods of financial econometrics by one of the world’s leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field.
Real Stats: Using Econometrics for Political Science and Public Policy (2015)
Real Stats offers an engaging and practical introduction to statistical analysis for upper-level undergraduates and first-year graduate students in political science, public policy, and law. Grounded in contemporary understandings of causal inferences, the text invites students to see how econometric tools can help answer important and interesting questions.
Best Econometrics Books: The Ultimate List
We highly recommend you to buy all paper or e-books in a legal way, for example, on Amazon. But sometimes it might be a need to dig deeper beyond the shiny book cover. Before making a purchase, you can visit resources like Library Genesis and download some econometrics books mentioned below at your own risk. Once again, we do not host any illegal or copyrighted files, but simply give our visitors a choice and hope they will make a wise decision.
Econometrics Toolbox. User's Guide
Author(s):
ID: 3702997, Publisher: MathWorks, Year: 2023, Size: 29 Mb, Format: pdf
Fundamentals of Statistical Inference: What is the Meaning of Random Error?
Author(s): Norbert Hirschauer, Sven Grüner, Oliver Mußhoff
ID: 3357614, Publisher: Springer, Year: 2022, Size: 3 Mb, Format: pdf
Econometrics with Machine Learning
Author(s): Felix Chan, László Mátyás
ID: 3371456, Publisher: Springer, Year: 2022, Size: 9 Mb, Format: pdf
Please note that this booklist is not final. Some books are truly record-breakers according to The New York Times, others are written by unknown authors. On top of that, you can always find additional tutorials and courses on Coursera, Udemy or edX, for example. Are there any other relevant books you could recommend? Drop a comment if you have any feedback on the list.